EOP Time Series Prediction Using Singular Spectrum Analysis.
Grigory OkhotnikovNina GolyandinaPublished in: MACLEAN@PKDD/ECML (2019)
Keyphrases
- singular spectrum analysis
- complex valued
- change point detection
- non stationary
- recurrent neural networks
- artificial neural networks
- support vector regression
- data preprocessing
- neuro fuzzy
- function approximation
- neural network model
- real valued
- load forecasting
- neural network
- feed forward
- pattern recognition
- autoregressive
- ls svm
- back propagation
- machine learning
- multi dimensional
- genetic algorithm
- website
- sequential data
- activation function
- hybrid model
- preprocessing step
- hidden layer
- data streams
- support vector machine